5 citations · 8 across the 8 of their papers we have counts for
Showing 2014Show all
2 papers · 1 filter
math.PR2014★ 1 cited
Bounding Ornstein-Uhlenbeck Processes and Alikes
Jian-Sheng Xie
In this note we consider SDEs of the type under the assumptions that 's eigenvalues are all of positive real par…
math.PR2014★ 1 cited
Bounding the Solutions to Some SDEs via Ergodic Theory
Jian-Sheng Xie
In this note we consider autonomous SDEs admitting smooth invariant measures. We present a method in finding (almost everywhere) good bounds for fo…